+425.6%
PWR vs WAB
+224.0%
+201.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.1% |
| 7D | +4.7% | +3.1% | +1.6% | +2.8% |
| 30D | -12.5% | +6.4% | -18.9% | -16.0% |
| 3M | -9.3% | +2.2% | -11.5% | -10.3% |
| 6M | -22.2% | +13.7% | -35.9% | -29.3% |
| YTD | +44.2% | +43.0% | +1.2% | +10.3% |
| 1Y | +35.5% | +47.0% | -11.4% | +1.6% |
| 3Y | +250.4% | +174.4% | +76.1% | +63.8% |
| 5Y | +425.6% | +222.2% | +203.4% | +117.4% |
| All | +425.6% | +224.0% | +201.6% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling